You only have to click Close once to get rid of it for ever (at least in my browser—FF).
Not on my husband's browser (I don't get them at all; really I don't find the JS on the forums spectacular enough to turn JS back on here), but that could be because... gasp! He blocks cookies! So every visit gets a ninja popping up. However, I'm sure most people have cookies on, so cookie-based ads for some of them (the ninja one) would prolly be better. ShowOnce.
Me, I don't get any of that, and prefer not to see people's user pages with 90% of the information hidden, nor do I want a little dropdown when I click on a user's name (I'm clicking there to get to their user page), nor does the JS quick edit do anything for me (I'd rather always have all my edit options rather than have them removed from me).
I can't think of anything else JS does here that I've noticed, and none of it gives me any benefit, so I'm cool with it totally off here.